+446.2%
APP vs PCG
+14.8%
+431.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.3% | +32.3% | +31.3% |
| 7D | +39.7% | 0.0% | +39.7% | +39.6% |
| 30D | +27.7% | +5.8% | +21.9% | +26.1% |
| 3M | -14.8% | -22.8% | +8.0% | -10.6% |
| 6M | -25.5% | -18.4% | -7.1% | -23.3% |
| YTD | -47.2% | -16.9% | -30.3% | -46.7% |
| 1Y | -42.3% | -17.6% | -24.7% | -41.7% |
| 3Y | +806.8% | -20.0% | +826.8% | +812.5% |
| 5Y | +261.6% | +16.0% | +245.6% | +210.3% |
| All | +446.2% | +14.8% | +431.3% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling